Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.22 +0.035 Show Price Chart 99.19 99.22 99.185 418,610
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 133'030 +0'170 Show Price Chart 132'210 133'045 132'035 1,543,668
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 146'080 +0'250 Show Price Chart 145'175 146'105 144'255 86,536
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.58 +0.025 Show Price Chart 99.56 99.58 99.555 61,307
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 104'165 +0'110 Show Price Chart 104'050 104'165 104'050 2,761
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 108'060 +0'165 Show Price Chart 107'180 108'080 107'180 1,405
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.22 +0.035 Show Price Chart 99.19 99.22 99.185 418,610
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.18 +0.05 Show Price Chart 99.14 99.18 99.12 369,896
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.155 +0.06 Show Price Chart 99.105 99.155 99.08 296,620
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.125 +0.065 Show Price Chart 99.075 99.125 99.04 261,428
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.10 +0.075 Show Price Chart 99.04 99.10 99.00 260,860
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.055 +0.075 Show Price Chart 98.995 99.055 98.95 319,657
Eurodollar Futures GEH8 MAR 2018 MAR 2018 99.035 +0.08 Show Price Chart 98.965 99.035 98.92 161,458
Eurodollar Futures GEM8 JUN 2018 JUN 2018 99.005 +0.08 Show Price Chart 98.935 99.005 98.88 149,204
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.58 +0.025 Show Price Chart 99.56 99.58 99.555 61,307
2-Year Eurodollar Bundle Futures BU2U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTU6 SEP 2016 SEP 2016 109'165 +0'042 Show Price Chart 109'127 109'165 109'102 348,571
5-Year T-Note Futures ZFU6 SEP 2016 SEP 2016 122'017 +0'112 Show Price Chart 121'245 122'025 121'140 742,169
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 133'030 +0'170 Show Price Chart 132'210 133'045 132'035 1,543,668
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 146'080 +0'250 Show Price Chart 145'175 146'105 144'255 86,536
Ultra U.S. Treasury Bond Futures UBU6 SEP 2016 SEP 2016 190'17 +1'14 Show Price Chart 189'00 190'26 186'28 120,524
U.S. Treasury Bond Futures ZBU6 SEP 2016 SEP 2016 174'16 +1'05 Show Price Chart 173'13 174'22 171'25 311,543

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 104'165 +0'110 Show Price Chart 104'050 104'165 104'050 2,761
7-Year USD Deliverable Interest Rate Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 108'060 +0'165 Show Price Chart 107'180 108'080 107'180 1,405
20-Year USD Deliverable Interest Rate Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UU6 SEP 2016 124'11 +1'13 Show Price Chart 123'09 124'11 123'09 56
2-Year Euro Deliverable Interest Rate Swap Futures T1EU6 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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